Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
In-house probe will look at role of internal model change, among other factors
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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On Tuesday, US President Barack Obama launched a new initiative aimed at curbing speculation in energy markets, arguing that it would help ease the pain of high gasoline prices. He urged Congress to give the US Commodities Futures Trading Commission (CFTC)...
Local volatility was, for a long time, seen as being a universal panacea. However, cracks appeared and we have been forced to look elsewhere for a new framework. Philippe Henrotte, co-founder, partner and head of financial theory and research at Ito33,...
Simon Cedervall and Vladimir Piterbarg develop a new vanilla model that directly links constant maturity swap (CMS) and payment convexity in general payouts to volatilities of swaptions of all relevant tenors, as well as prices of CMS spread options,...
Alternatively-weighted indexes are attracting more and more attention from ETF providers. So far this year Ossiam, PowerShares and State Street have listed ETFs that provide exposure to equities weighted to minimise risk, capture high beta, and increase...
ETFs have been a positive influence on the trading of related futures and securities markets, according to an Edhec survey
The need for better returns in a low-yield market environment is encouraging Asian investors to take a closer look at alternative investment strategies and the use of volatility as a hedging tool, with banks launching more enhanced, dynamic strategies...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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